<プレプリント>
Nonlinear regression modeling and spike detection via Gaussian basis expansions

作成者
本文言語
出版者
発行日
収録物名
出版タイプ
アクセス権
関連情報
概要 We consider the problem of constructing nonlinear regression models in the case that the structure of data has abrupt change points at unknown points. We propose two stage procedure where the spikes a...re detected by fused lasso signal approximator at the first stage, and the smooth curve is effectively estimated along with the technique of regularization method at the second. In order to select tuning parameters in the regularization method, we derive a model selection criterion from information-theoretic viewpoints. Simulation results and real data analysis demonstrate that our methodology performs well in various situations.続きを見る

本文ファイル

MI2010-31 pdf 849 KB 205  

詳細

レコードID
査読有無
主題
注記
タイプ
登録日 2011.02.22
更新日 2018.02.07

この資料を見た人はこんな資料も見ています